iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) Sharpe Ratio: 1.05

ISCF's Sharpe Ratio of 1.05 indicates that for each unit of volatility, it generates 1.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ISCF Sharpe Ratio Rank

Below Average

ISCF ranks above 35.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

ISCF Sharpe Ratio Market Positioning

The chart shows ISCF's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.74 or lower
Yellow zone (middle 50%): 0.74 to 1.90
Green zone (top 25%): 1.90 or higher
Top 1%: 6.53+
Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Intl Small-Cap Multifactor ETF's Sharpe Ratio with other ETFs in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how ISCF's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

Symbol	Name	1Y Sharpe Ratio
HSCZ	iShares Currency Hedged MSCI EAFE Small Cap ETF	2.04
AVDV	Avantis International Small Cap Value ETF	1.92
DISV	Dimensional International Small Cap Value ETF	1.73
DXIV	Dimensional International Vector Equity ETF	1.67
FDTS	First Trust Developed Markets ex-US Small Cap AlphaDEX Fund	1.64
AVDS	Avantis International Small Cap Equity ETF	1.43
DFIS	Dimensional International Small Cap ETF	1.30
FNDC	Schwab Fundamental International Small Equity ETF	1.28
PDN	Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF	1.25
CGV	Conductor Global Equity Value ETF	1.20
ISCF	iShares MSCI Intl Small-Cap Multifactor ETF	1.05

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ISCF's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ISCF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does ISCF fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio